Description

This analysis provides a forecast of OM prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-08 0.173004 0.206240 0.245678 0.296364 0.360405 0.439479 5.458320e-01
2025-06-15 0.128951 0.167297 0.217895 0.290983 0.396307 0.546570 7.847699e-01
2025-06-22 0.100151 0.139357 0.195939 0.286499 0.433705 0.675000 1.127247e+00
2025-06-29 0.076587 0.112869 0.169296 0.267969 0.446653 0.780298 1.518964e+00
2025-07-06 0.053310 0.081628 0.127948 0.214072 0.382544 0.729051 1.602799e+00
2025-07-13 0.044010 0.070583 0.116820 0.209672 0.410361 0.880323 2.305207e+00
2025-07-20 0.037983 0.063739 0.111390 0.214893 0.463408 1.134871 3.665551e+00
2025-07-27 0.033544 0.058778 0.108318 0.224659 0.535962 1.517871 6.293534e+00
2025-08-03 0.029532 0.053777 0.103991 0.230742 0.606976 1.994023 1.093081e+01
2025-08-10 0.025453 0.047814 0.096202 0.225954 0.647240 2.436645 1.769606e+01
2025-08-17 0.021752 0.041921 0.087179 0.214908 0.663261 2.829172 2.725128e+01
2025-08-24 0.019366 0.038391 0.082842 0.215777 0.726790 3.615307 5.121069e+01
2025-08-31 0.017244 0.035217 0.079059 0.218704 0.813173 4.862526 1.170145e+02
2025-09-07 0.015552 0.032703 0.076374 0.224678 0.927517 6.828959 3.366304e+02
2025-09-14 0.014058 0.030376 0.073623 0.229773 1.052779 9.682191 1.254911e+03
2025-09-21 0.012401 0.027336 0.068116 0.222339 1.105442 12.246121 4.565836e+03
2025-09-28 0.010129 0.022382 0.055961 0.183684 0.922711 10.472884 4.589350e+03
2025-10-05 0.009209 0.020766 0.053423 0.183799 1.008716 14.214028 3.879239e+04
2025-10-12 0.008584 0.019812 0.052678 0.191564 1.170916 21.925568 1.196374e+07
2025-10-19 0.008094 0.019132 0.052644 0.203035 1.397353 36.907698 NaN
2025-10-26 0.007581 0.018296 0.051893 0.211032 1.623019 61.245237 NaN
2025-11-02 0.006958 0.017046 0.049415 0.208908 1.747351 88.646379 NaN
2025-11-09 0.006319 0.015649 0.046100 0.200594 1.788439 115.668202 NaN